+103.3%
DOCU vs BR
+106.6%
-3.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +3.2% |
| 30D | +7.4% | +14.4% | -7.0% | -2.9% |
| 3M | +26.0% | +12.4% | +13.6% | +15.3% |
| 6M | +79.2% | +35.4% | +43.7% | +43.8% |
| YTD | +18.1% | -12.2% | +30.2% | +28.3% |
| 1Y | +20.5% | -12.7% | +33.3% | +31.5% |
| 3Y | +96.4% | +14.3% | +82.1% | +72.1% |
| 5Y | -69.5% | +19.3% | -88.8% | -74.3% |
| All | +103.3% | +106.6% | -3.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling